COMMODITY FUTURES PRICES: SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE

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FAMA E.F.; FRENCH KENNETH R.

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Journal Paper

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Journal: JOURNAL OF BUSINESS Year:1987 | Volume:60 | Issue:1 Page(s): 55-73

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Information Journal Paper

Title

COMMODITY FUTURES PRICES: SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE

Author(s)

FAMA E.F. | FRENCH KENNETH R. | Issue Writer Certificate

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Not Registered.

Abstract

Cites

EXAMINATION OF CRUDE OIL PRICES RELATIONSHIPS IN SPOT AND FUTURES MARKETS BASED ON THE BASIS RISK AND CRUDE OIL INVENTORY: USING GARCH MODEL

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APA: Copy

FAMA, E.F., & FRENCH, KENNETH R.. (1987). COMMODITY FUTURES PRICES: SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE. JOURNAL OF BUSINESS, 60(1), 55-73. SID. https://sid.ir/paper/595988/en

Vancouver: Copy

FAMA E.F., FRENCH KENNETH R.. COMMODITY FUTURES PRICES: SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE. JOURNAL OF BUSINESS[Internet]. 1987;60(1):55-73. Available from: https://sid.ir/paper/595988/en

IEEE: Copy

E.F. FAMA, and KENNETH R. FRENCH, “COMMODITY FUTURES PRICES: SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE,” JOURNAL OF BUSINESS, vol. 60, no. 1, pp. 55–73, 1987, [Online]. Available: https://sid.ir/paper/595988/en

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